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A preconditioner defined by an algebraic multigrid cycle for a damped Helm-holtz operator is proposed for the Helmholtz equation. This approach is well-suited for acoustic scattering problems in complicated computational domains and with varying material properties. The spectral properties of the precondi-tioned systems and the convergence of the GMRES(More)
This paper proposes a period representation for modeling the multidrug HIV therapies and an Adaptive Multimeme Algorithm (AMmA) for designing the optimal therapy. The period representation offers benefits in terms of flexibility and reduction in dimensionality compared to the binary representation. The AMmA is a memetic algorithm which employs a list of(More)
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a geometrical Brownian motion with a drift and jumps whose size is log-double-exponentially distributed. The price of a Eu-ropean option is given by a partial integro-differential equation(More)
The deterministic numerical valuation of American options under Heston's stochastic volatility model is considered. The prices are given by a linear complementarity problem with a two-dimensional parabolic partial differential operator. A new truncation of the domain is described for small asset values while for large asset values and variance a standard(More)